Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598249.5909 | 521910.3856 | 76339.2053 | 20137.7708 | 357139.6182 | -337001.8475 |
Total P&L (%) | 598.2496 | 521.9104 | 76.3392 | 20.1378 | 357.1396 | -337.0018 |
Avg Daily Profit (%) | 0.4052 | 0.3535 | 0.0517 | 0.0124 | 0.103 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203735 | -137527 | -118097 | -1059315 | -464623 | -735221 |
Profit Factor | 1.6306 | 2.0856 | 1.1631 | 1.007 | 1.264 | 0.7778 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 71 | 28 | 43 | 71 | 28 | 43 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 44.375 | 35 | 53.75 | 44.375 | 35 | 53.75 |
Ratio Avg Win / Avg Loss | 2.044 | 3.8733 | 1.0008 | 1.2623 | 2.3475 | 0.6693 |
Largest Winning Trade | 362019 | 362019 | 71514 | 673468 | 673468 | 115670 |
Largest Losing Trade | -48521 | -27754 | -48521 | -391308 | -217367 | -391308 |
Avg Bars in Trades | 109 | 88 | 130 | 109 | 88 | 130 |
Avg Bars in Winners | 148 | 112 | 171 | 148 | 112 | 171 |
Avg Bars in Losers | 77 | 75 | 81 | 77 | 75 | 81 |
Bars Traded | 17481 | 7077 | 10404 | 17481 | 7077 | 10404 |
Profit Streak | 0 | 0 | 34.5809 | 0 | 0 | 34.5809 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415069 | -11976 | -182939 | -397190 | -79799 | -598757 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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